Exponential Smoothing bij Time Series Analysis (new)-niet -werkende werkzoekende -Hannes François

*Unverified author*

R Software Module: /rwasp_exponentialsmoothing.wasp (opens new window with default values)

Title produced by software: Exponential Smoothing

Date of computation: Tue, 26 Jan 2010 00:33:38 -0700

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Jan/26/t1264491617zzzuylwdkjv3deh.htm/, Retrieved Tue, 26 Jan 2010 08:40:21 +0100

BibTeX entries for LaTeX users:

@Manual{KEY, author = {{YOUR NAME}}, publisher = {Office for Research Development and Education}, title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2010/Jan/26/t1264491617zzzuylwdkjv3deh.htm/}, year = {2010}, } @Manual{R, title = {R: A Language and Environment for Statistical Computing}, author = {{R Development Core Team}}, organization = {R Foundation for Statistical Computing}, address = {Vienna, Austria}, year = {2010}, note = {{ISBN} 3-900051-07-0}, url = {http://www.R-project.org}, }

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

KDGP2W62

Dataseries X:

» Textbox « » Textfile « » CSV «

492865 480961 461935 456608 441977 439148 488180 520564 501492 485025 464196 460170 467037 460070 447988 442867 436087 431328 484015 509673 512927 502831 470984 471067 476049 474605 470439 461251 454724 455626 516847 525192 522975 518585 509239 512238 519164 517009 509933 509127 500857 506971 569323 579714 577992 565464 547344 554788 562325 560854 555332 543599 536662 542722 593530 610763 612613 611324 594167 595454 590865 589379 584428 573100 567456 569028 620735 628884 628232 612117 595404 597141 593408 590072 579799 574205 572775 572942 619567 625809 619916 587625 565742 557274 560576 548854 531673 525919 511038 498662 555362 564591 541657 527070 509846 514258 516922 507561 492622 490243 469357 477580 528379 533590 517945 506174 501866 516141

Output produced by software:

Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 1 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135 Estimated Parameters of Exponential Smoothing Parameter Value alpha 0.615821652041268 beta 0.118765866706064 gamma 1 Interpolation Forecasts of Exponential Smoothing t Observed Fitted Residuals 13 467037 472363.576121795 -5326.57612179499 14 460070 461985.31991359 -1915.31991359015 15 447988 447802.705336887 185.294663113018 16 442867 440692.538556588 2174.46144341241 17 436087 433501.005797972 2585.99420202849 18 431328 429060.914798115 2267.08520188474 19 484015 482872.994151096 1142.00584890414 20 509673 517619.499978366 -7946.49997836648 21 512927 494236.869644173 18690.1303558273 22 502831 490931.706163555 11899.2938364450 23 470984 479617.187785356 -8633.18778535567 24 471067 471583.195119805 -516.195119805343 25 476049 477284.838288029 -1235.83828802919 26 474605 472103.766461506 2501.23353849392 27 470439 463138.480944105 7300.51905589522 28 461251 463385.124885385 -2134.12488538492 29 454724 455594.156086407 -870.156086407427 30 455626 450546.179741995 5079.82025800546 31 516847 507506.895367786 9340.10463221383 32 525192 546258.682432269 -21066.6824322692 33 522975 526518.306281595 -3543.30628159537 34 518585 506775.026489137 11809.9735108633 35 509239 487373.442812695 21865.5571873054 36 512238 503326.320727631 8911.67927236884 37 519164 517333.633450255 1830.36654974462 38 517009 518477.008632763 -1468.00863276346 39 509933 511621.364240714 -1688.36424071412 40 509127 504760.643842347 4366.35615765263 41 500857 503986.608040813 -3129.60804081318 42 506971 502196.017785733 4774.98221426667 43 569323 562946.374573375 6376.62542662525 44 579714 590315.471076116 -10601.4710761162 45 577992 586641.224517669 -8649.22451766883 46 565464 572167.891862108 -6703.89186210837 47 547344 546390.01297408 953.987025920069 48 554788 544120.857408773 10667.1425912273 49 562325 556249.491165566 6075.50883443374 50 560854 558811.192021192 2042.80797880818 51 555332 554360.94431283 971.055687170709 52 543599 551986.566648985 -8387.56664898456 53 536662 540068.319813972 -3406.31981397152 54 542722 540713.576494984 2008.42350501625 55 593530 599742.680573712 -6212.68057371234 56 610763 611282.766075753 -519.766075753025 57 612613 613750.797599158 -1137.79759915778 58 611324 604383.62914963 6940.37085037003 59 594167 590681.206279158 3485.79372084187 60 595454 594618.981284408 835.018715592101 61 590865 599125.871433409 -8260.87143340858 62 589379 590458.197316543 -1079.1973165432 63 584428 582593.822813292 1834.17718670797 64 573100 576138.937168938 -3038.93716893846 65 567456 568802.713766931 -1346.71376693109 66 569028 572321.718686744 -3293.71868674399 67 620735 624064.658499904 -3329.65849990386 68 628884 638915.505962765 -10031.5059627648 69 628232 633941.132577976 -5709.13257797586 70 612117 623180.518266678 -11063.5182666781 71 595404 594065.181605023 1338.81839497702 72 597141 592506.850285533 4634.14971446723 73 593408 592981.164534575 426.83546542516 74 590072 590180.299805429 -108.2998054286 75 579799 581861.778167286 -2062.77816728572 76 574205 568678.597939928 5526.40206007194 77 572775 565437.348260051 7337.65173994948 78 572942 572361.675404226 580.324595774175 79 619567 625565.16877017 -5998.1687701703 80 625809 635091.455175316 -9282.45517531584 81 619916 631187.180302219 -11271.1803022191 82 587625 613485.75173597 -25860.7517359707 83 565742 577481.872909657 -11739.8729096568 84 557274 565638.04356287 -8364.04356287047 85 560576 552043.408674952 8532.59132504812 86 548854 550173.478856835 -1319.47885683458 87 531673 536414.45706619 -4741.45706618985 88 525919 520357.610692429 5561.38930757134 89 511038 513696.632341192 -2658.63234119164 90 498662 507000.780898371 -8338.78089837148 91 555362 546663.818819896 8698.18118010368 92 564591 559532.99190059 5058.00809940964 93 541657 560299.008870119 -18642.0088701185 94 527070 528517.524193867 -1447.52419386664 95 509846 510822.381644337 -976.381644336914 96 514258 505540.696671402 8717.30332859757 97 516922 508842.584847475 8079.4151525253 98 507561 502761.621141279 4799.37885872147 99 492622 491756.59297945 865.407020549697 100 490243 483821.302052729 6421.69794727088 101 469357 475305.68445808 -5948.6844580801 102 477580 464934.446222279 12645.5537777211 103 528379 526132.977059691 2246.02294030902 104 533590 535226.047266048 -1636.04726604815 105 517945 523870.844402354 -5925.84440235398 106 506174 508562.197987808 -2388.19798780815 107 501866 492436.171492360 9429.82850763958 108 516141 500015.456063887 16125.5439361132 Extrapolation Forecasts of Exponential Smoothing t Forecast 95% Lower Bound 95% Upper Bound 109 510904.760811597 495665.719673594 526143.8019496 110 501267.606771325 482761.949819087 519773.263723563 111 488124.057954161 466276.029809854 509972.086098469 112 484055.530228084 458770.280467361 509340.779988807 113 468628.277883591 439801.790043209 497454.765723973 114 471294.369437229 438818.401891705 503770.336982752 115 522015.839250204 485780.572549717 558251.105950692 116 529375.700995004 489271.223031825 569480.178958183 117 518640.970893084 474558.131096588 562723.81068958 118 510035.089449248 461865.992661955 558204.186236541 119 501789.080843939 449427.367617441 554150.794070437 120 507313.021319746 450654.018137292 563972.024502201

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Jan/26/t1264491617zzzuylwdkjv3deh/1cram1264491216.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/26/t1264491617zzzuylwdkjv3deh/1cram1264491216.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/26/t1264491617zzzuylwdkjv3deh/2yege1264491216.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/26/t1264491617zzzuylwdkjv3deh/2yege1264491216.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/26/t1264491617zzzuylwdkjv3deh/3uepf1264491216.png (open in new window) http://www.freestatistics.org/blog/date/2010/Jan/26/t1264491617zzzuylwdkjv3deh/3uepf1264491216.ps (open in new window)

Parameters (Session):

par1 = 12 ; par2 = Triple ; par3 = additive ;

Parameters (R input):

par1 = 12 ; par2 = Triple ; par3 = additive ;

R code (references can be found in the software module):

par1 <- as.numeric(par1) if (par2 == 'Single') K <- 1 if (par2 == 'Double') K <- 2 if (par2 == 'Triple') K <- par1 nx <- length(x) nxmK <- nx - K x <- ts(x, frequency = par1) if (par2 == 'Single') fit <- HoltWinters(x, gamma=F, beta=F) if (par2 == 'Double') fit <- HoltWinters(x, gamma=F) if (par2 == 'Triple') fit <- HoltWinters(x, seasonal=par3) fit myresid <- x - fit$fitted[,'xhat'] bitmap(file='test1.png') op <- par(mfrow=c(2,1)) plot(fit,ylab='Observed (black) / Fitted (red)',main='Interpolation Fit of Exponential Smoothing') plot(myresid,ylab='Residuals',main='Interpolation Prediction Errors') par(op) dev.off() bitmap(file='test2.png') p <- predict(fit, par1, prediction.interval=TRUE) np <- length(p[,1]) plot(fit,p,ylab='Observed (black) / Fitted (red)',main='Extrapolation Fit of Exponential Smoothing') dev.off() bitmap(file='test3.png') op <- par(mfrow = c(2,2)) acf(as.numeric(myresid),lag.max = nx/2,main='Residual ACF') spectrum(myresid,main='Residals Periodogram') cpgram(myresid,main='Residal Cumulative Periodogram') qqnorm(myresid,main='Residual Normal QQ Plot') qqline(myresid) par(op) dev.off() load(file='createtable') a<-table.start() a<-table.row.start(a) a<-table.element(a,'Estimated Parameters of Exponential Smoothing',2,TRUE) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'Parameter',header=TRUE) a<-table.element(a,'Value',header=TRUE) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'alpha',header=TRUE) a<-table.element(a,fit$alpha) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'beta',header=TRUE) a<-table.element(a,fit$beta) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'gamma',header=TRUE) a<-table.element(a,fit$gamma) a<-table.row.end(a) a<-table.end(a) table.save(a,file='mytable.tab') a<-table.start() a<-table.row.start(a) a<-table.element(a,'Interpolation Forecasts of Exponential Smoothing',4,TRUE) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'t',header=TRUE) a<-table.element(a,'Observed',header=TRUE) a<-table.element(a,'Fitted',header=TRUE) a<-table.element(a,'Residuals',header=TRUE) a<-table.row.end(a) for (i in 1:nxmK) { a<-table.row.start(a) a<-table.element(a,i+K,header=TRUE) a<-table.element(a,x[i+K]) a<-table.element(a,fit$fitted[i,'xhat']) a<-table.element(a,myresid[i]) a<-table.row.end(a) } a<-table.end(a) table.save(a,file='mytable1.tab') a<-table.start() a<-table.row.start(a) a<-table.element(a,'Extrapolation Forecasts of Exponential Smoothing',4,TRUE) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'t',header=TRUE) a<-table.element(a,'Forecast',header=TRUE) a<-table.element(a,'95% Lower Bound',header=TRUE) a<-table.element(a,'95% Upper Bound',header=TRUE) a<-table.row.end(a) for (i in 1:np) { a<-table.row.start(a) a<-table.element(a,nx+i,header=TRUE) a<-table.element(a,p[i,'fit']) a<-table.element(a,p[i,'lwr']) a<-table.element(a,p[i,'upr']) a<-table.row.end(a) } a<-table.end(a) table.save(a,file='mytable2.tab')

Copyright

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

• personalize online software applications according to your needs
• enforce strict security rules with respect to the data that you upload (e.g. statistical data)
• manage user sessions of online applications
• alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by